Pulido, Sergio
- Affine Volterra processes with jumps
2022/03/12 by Bondi, Alessandro, Livieri, Giulia, Pulido, Sergio · 3 citations
#45D05 #60G17 (secondary) #60G22 #60H20 (primary) #FOS: Mathematics #Probability (math.PR)
- The rough Hawkes Heston stochastic volatility model
2022/10/22 by Bondi, Alessandro, Pulido, Sergio, Scotti, Simone · 3 citations
#FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)
- Existence of optimal controls for stochastic Volterra equations
2022/07/11 by Cárdenas, Andrés, Pulido, Sergio, Serrano, Rafael · 2 citations
#60G22 #60H20 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR)
- Polynomial Volterra processes
2024/03/21 by Jaber, Eduardo Abi, Cuchiero, Christa, Pelizzari, Luca +2 · 3 citations
#45D05 #60H15 #60K50 #FOS: Mathematics #Probability (math.PR)
- Understanding the worst-kept secret of high-frequency trading
2023/07/28 by Pulido, Sergio, Rosenbaum, Mathieu, Sfendourakis, Emmanouil · 1 citation
#FOS: Economics and business #Trading and Market Microstructure (q-fin.TR)
- An optimal transport based embedding to quantify the distance between playing styles in collective sports
2025/01/17 by Ali Baouan, Baouan, Ali, Mathieu Rosenbaum +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · #Applications (stat.AP) #FOS: Computer and information sciences #Sports Analytics and Performance #Time Series Analysis and Forecasting